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A generalization of Weiner optimum filtering and prediction

Citation

Beutler, Fredrick Joseph (1957) A generalization of Weiner optimum filtering and prediction. Dissertation (Ph.D.), California Institute of Technology. http://resolver.caltech.edu/CaltechETD:etd-07082004-135353

Abstract

This work generalizes the Wiener-Kolmogorov theory of optimum linear filtering and prediction of stationary random inputs. It is assumed that signal and noise have passed through a random device before being available for filtering and prediction. A random device is a unit whose behavior depends on an unknown parameter for which an a priori probability distribution is given.

Use of representation theorems and a Hilbert space structure make it possible to present the mathematical theory without the ambiguities encountered in engineering derivations. This approach also leads to a proof of the essential identity between the operator solution and a realizable lumped parameter filter.

A number of engineering applications are cited. A few of these are worked out in some detail to illustrate the optimization procedure.

Item Type:Thesis (Dissertation (Ph.D.))
Degree Grantor:California Institute of Technology
Division:Engineering and Applied Science
Major Option:Engineering and Applied Science
Thesis Availability:Public (worldwide access)
Research Advisor(s):
  • DePrima, Charles R.
Thesis Committee:
  • Unknown, Unknown
Defense Date:1 January 1957
Record Number:CaltechETD:etd-07082004-135353
Persistent URL:http://resolver.caltech.edu/CaltechETD:etd-07082004-135353
Default Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:2828
Collection:CaltechTHESIS
Deposited By: Imported from ETD-db
Deposited On:13 Jul 2004
Last Modified:26 Dec 2012 02:54

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